The underlying connection was closed. An unexpected error occurred on a receive

Symptom:
When you run F9 in excel report you get a error message during the “Calling RunReport” process. You have activated Enhanced report optimization by doing this in the excel sheet:
1. Select cell A1 on the first sheet of the workbook.
2. Go to the menu Insert / Name / Define
3. Type in the name Optimise2 and click Add and then OK
4. Save the report
When you next run or refresh the report, ERO is used.